Relate to mechanics rather than game elements such as skills or attributes.

Have relevance to roleplaying gaming.

Statistics is a study of probability. It attempts to ask "If I do this X times, how many times will I get the desired result?". In games powered by a random outcome mechanic such as dice or cards, statistics is used to get a better understanding of how mechanics were designed to work and how they can be used in play.

Sites like AnyDice provide opportunities for a more in-depth exploration of probability on a per-case basis, while the Wikipedia article on probability is another good resource for those who would like to learn more about the subject.

Note that the statistics tag is not used for questions about record keeping. Also, sometimes attributes of a character may be called "statistics", but keep in mind that this use of "statistics" does not fall into this tag.